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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3209	13.71***
α ARCH Response to squared shocks	0.2583	4.99***
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-0.0836	-1.05

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CoastalSouth Bancshares Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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